Hi,
If you are using IWA you shouldn't see an authentication prompt, it works seamlessly by taking the current logged-on user's credentials and passing those to the web server.
However, you will see an authentication prompt if the user doesn't have permission to access the underlying file system resources. In that case the users will receive the default 401.3 custom error page that IIS serves. You could modify that page if that is what you are trying to do.
What is it you are actually trying to achieve ? Tell unauthorised users that they can't access the protected content ? If that's the case then IIS is already doing that for you.
Regards,